+268.6%
RTX vs BN
+280.2%
-11.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.6% |
| 7D | -1.7% | +4.3% | -6.0% | -3.8% |
| 30D | +7.7% | +14.3% | -6.6% | +0.9% |
| 3M | -10.3% | -4.1% | -6.3% | -9.0% |
| 6M | +14.6% | -9.7% | +24.2% | +19.2% |
| YTD | +10.4% | -7.1% | +17.5% | +12.2% |
| 1Y | +13.5% | -7.4% | +21.0% | +15.3% |
| 3Y | +158.6% | +102.3% | +56.2% | +65.6% |
| 5Y | +147.3% | +35.9% | +111.3% | +91.0% |
| 10Y | +268.6% | +289.2% | -20.5% | +55.2% |
| All | +268.6% | +280.2% | -11.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling